Let me see if I can help us understand God’s jealousy in a simple way. Essentially, he is not jealous of someone, but jealous for something. And that something, though it involves us in various aspects, is all glory and worship. Remember what he said — “I will not share my glory with another.”
Granted — he receives his worship from his creatures (that’s us!), and it is his plan to keep his covenant with Israel so that eventually all the rest of the world will worship him. So from that angle we are involved — we’re the worshippers! But the end focus/goal of his “jealous” nature and activity is not us, but ultimate and final worship. He’s not jealous of us at all! But he is correctly jealous for our worship, and one day he will lay an exclusive claim to it from every tongue and knee.